No, in general, questions about installing computer software do not belong on Stack Overflow. They would be better asked on a different site, like Super User.
Of course, the usual rules regarding migration apply: don't migrate crap. So if the question is just a bad question that can't reasonably be answered or is not likely to be useful to anyone else in the future, don't migrate it. Just close it as "off topic" without selecting a destination.
However, the FAQ does say that questions about "software tools commonly used by programmers" are on topic for Stack Overflow.
This allows you to ask questions about installing/configuring software that is used uniquely (or at least primarily) by programmers. Examples include IDEs like Visual Studio and Xcode, utilities like WebKit's Developer Tools and .NET Reflector, and so on.
These questions make sense for Stack Overflow because they're still related to programming, and they're likely to get a better answer from a community consisting of fellow users of that software than they are from general computer experts.
That's not to suggest that these types of questions would be off topic for Super User, but that's not a sufficient reason to migrate them away.